Yamada Servicer Synthetic Office GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:79.18% (-3.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0568 | 6.45 | |
| 0.0904 | 9.94 | |
| 0.9259 | 261.48 | |
| -0.0326 | -2.82 |
Estimation Period:
Mar 25, 2002 to Feb 13, 2026
Mar 25, 2002 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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